+378.7%
KMB vs SPYG
+564.9%
-186.1%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.0% | +0.4% | -3.4% | -3.2% |
| 30D | -5.5% | -0.4% | -5.0% | -5.4% |
| 3M | +14.0% | +0.5% | +13.4% | +13.4% |
| 6M | +4.1% | +17.5% | -13.4% | -1.6% |
| YTD | +8.0% | +14.3% | -6.3% | +2.9% |
| 1Y | -13.7% | +21.7% | -35.5% | -19.7% |
| 3Y | -5.9% | +98.6% | -104.6% | -27.3% |
| 5Y | -8.6% | +85.1% | -93.7% | -29.0% |
| 10Y | +17.3% | +412.0% | -394.8% | -38.4% |
| All | +378.7% | +564.9% | -186.1% | +83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling